On minimax filtration of vector processes (Q1332071)

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scientific article; zbMATH DE number 635732
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    On minimax filtration of vector processes
    scientific article; zbMATH DE number 635732

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      On minimax filtration of vector processes (English)
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      26 September 1994
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      optimal linear estimation
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      spectral characteristic of the optimal linear estimate
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      least favorable spectral densities
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